Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lots=1; MaxBuyOrders=1; MaxSellOrders=1; BuyRSI=20; SellRSI=93; RSITF=15; RSIL=7; MATF=15; MA1=13; MA2=25; StopLoss=34; TakeProfit=999; TargetLevel=3; Slippage=1; LotIncrease=false; IsAcctMini=false; UseSound=false; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -152.96 | Gross profit | 222.11 | Gross loss | -375.07 |
| Profit factor | 0.59 | Expected payoff | -12.75 | ||
| Absolute drawdown | 282.61 | Maximal drawdown | 298.74 (2.98%) | Relative drawdown | 2.98% (298.74) |
| Total trades | 12 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 12 (50.00%) |
| Profit trades (% of total) | 6 (50.00%) | Loss trades (% of total) | 6 (50.00%) | ||
| Largest | profit trade | 46.32 | loss trade | -62.57 | |
| Average | profit trade | 37.02 | loss trade | -62.51 | |
| Maximum | consecutive wins (profit in money) | 3 (111.11) | consecutive losses (loss in money) | 3 (-187.62) | |
| Maximal | consecutive profit (count of wins) | 111.11 (3) | consecutive loss (count of losses) | -187.62 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.27 22:17 | buy | 1 | 1.00 | 86.484 | 86.430 | 87.483 | ||
| 2 | 2009.11.27 22:18 | s/l | 1 | 1.00 | 86.430 | 86.430 | 87.483 | -62.48 | 9937.52 |
| 3 | 2009.11.27 22:18 | buy | 2 | 1.00 | 86.450 | 86.396 | 87.449 | ||
| 4 | 2009.11.27 22:19 | close | 2 | 1.00 | 86.478 | 86.396 | 87.449 | 32.38 | 9969.90 |
| 5 | 2009.11.27 22:20 | buy | 3 | 1.00 | 86.481 | 86.427 | 87.480 | ||
| 6 | 2009.11.27 22:30 | close | 3 | 1.00 | 86.521 | 86.427 | 87.480 | 46.23 | 10016.13 |
| 7 | 2009.11.27 22:33 | buy | 4 | 1.00 | 86.488 | 86.434 | 87.487 | ||
| 8 | 2009.11.27 22:37 | s/l | 4 | 1.00 | 86.434 | 86.434 | 87.487 | -62.47 | 9953.66 |
| 9 | 2009.11.27 22:37 | buy | 5 | 1.00 | 86.449 | 86.395 | 87.448 | ||
| 10 | 2009.11.27 22:42 | s/l | 5 | 1.00 | 86.395 | 86.395 | 87.448 | -62.50 | 9891.16 |
| 11 | 2009.11.27 22:42 | buy | 6 | 1.00 | 86.413 | 86.359 | 87.412 | ||
| 12 | 2009.11.27 22:45 | close | 6 | 1.00 | 86.441 | 86.359 | 87.412 | 32.39 | 9923.55 |
| 13 | 2009.11.27 22:46 | buy | 7 | 1.00 | 86.435 | 86.381 | 87.434 | ||
| 14 | 2009.11.27 22:50 | s/l | 7 | 1.00 | 86.381 | 86.381 | 87.434 | -62.51 | 9861.04 |
| 15 | 2009.11.27 22:50 | buy | 8 | 1.00 | 86.399 | 86.345 | 87.398 | ||
| 16 | 2009.11.27 22:51 | s/l | 8 | 1.00 | 86.345 | 86.345 | 87.398 | -62.54 | 9798.50 |
| 17 | 2009.11.27 22:51 | buy | 9 | 1.00 | 86.365 | 86.311 | 87.364 | ||
| 18 | 2009.11.27 22:51 | s/l | 9 | 1.00 | 86.311 | 86.311 | 87.364 | -62.57 | 9735.93 |
| 19 | 2009.11.27 22:51 | buy | 10 | 1.00 | 86.324 | 86.270 | 87.323 | ||
| 20 | 2009.11.27 22:52 | close | 10 | 1.00 | 86.364 | 86.270 | 87.323 | 46.32 | 9782.25 |
| 21 | 2009.11.27 22:52 | buy | 11 | 1.00 | 86.373 | 86.319 | 87.372 | ||
| 22 | 2009.11.27 22:58 | close | 11 | 1.00 | 86.401 | 86.319 | 87.372 | 32.41 | 9814.66 |
| 23 | 2009.11.27 22:58 | buy | 12 | 1.00 | 86.434 | 86.380 | 87.433 | ||
| 24 | 2009.11.27 22:59 | close | 12 | 1.00 | 86.462 | 86.380 | 87.433 | 32.38 | 9847.04 |